Financial Econometrics (ECON6390)
Course level
Undergraduate
Faculty
School
Economics School
Units
2
Duration
One Semester
Class hours
Lecture 2 Hours/ Week
Incompatible
ECON4390
Prerequisite
ECON3350
Course enquiries
Prof R. Strachan
This course is not currently offered, please contact the school.
Course description
This course aims at giving an introduction to various aspects of financial econometrics. Characteristics of financial data will be studied and several major econometric models used in finance will be surveyed. Students will learn how to concretely treat and analyse financial data, will be introduced to some of the major tools used in both in the literature and by practitioners.
Archived offerings
Course offerings | Location | Mode | Course Profile |
Semester 2, 2021 (26/07/2021 - 20/11/2021) | External | External | Course Profile |
Semester 2, 2021 (26/07/2021 - 20/11/2021) | St Lucia | Internal | Course Profile |
Semester 2, 2019 (22/07/2019 - 16/11/2019) | St Lucia | Internal | Course Profile |
Semester 2, 2018 (23/07/2018 - 17/11/2018) | St Lucia | Internal | Course Profile |
Semester 2, 2017 (24/07/2017 - 18/11/2017) | St Lucia | Internal | Course Profile |
Semester 2, 2016 (25/07/2016 - 19/11/2016) | St Lucia | Internal | Course Profile |
Semester 2, 2015 (27/07/2015 - 21/11/2015) | St Lucia | Internal | Course Profile |